You probably will have to create a question per state with the respective counties. You can use a question for the state to filter this via conditions (only show the question for the state chosen in the state question).

You will have to built a question, where the respondent can choose one state. Then for each state you will have to built for each state one question with all the counties of this state to choose.

Then via conditions you will only show the question, when the right state is chosen. So if in the first question "California" was chosen, you will hide all "county"-questions from other states exept for California.